+511.1%
ELMD vs SPY
+827.5%
-316.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -10.5% | +2.6% | -13.1% | -12.0% |
| 30D | -11.5% | -2.0% | -9.5% | -10.4% |
| 3M | -42.8% | -2.8% | -40.0% | -41.9% |
| 6M | -28.5% | +2.1% | -30.7% | -29.5% |
| YTD | -16.5% | +11.5% | -28.0% | -21.9% |
| 1Y | -7.7% | +13.5% | -21.2% | -14.6% |
| 3Y | +130.7% | +77.7% | +53.0% | +63.8% |
| 5Y | +98.5% | +72.6% | +25.9% | +40.8% |
| 10Y | +522.0% | +308.2% | +213.8% | +164.0% |
| All | +511.1% | +827.5% | -316.4% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling